-43.6%
SE vs LEN
-41.8%
-1.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -3.6% | -3.4% | -0.3% | -3.0% |
| 30D | -5.3% | -5.7% | +0.3% | -4.2% |
| 3M | +28.1% | -12.2% | +40.3% | +30.7% |
| 6M | +20.7% | -18.3% | +38.9% | +22.4% |
| YTD | -14.8% | -20.2% | +5.4% | -12.6% |
| 1Y | -43.6% | -40.1% | -3.5% | -43.1% |
| All | -43.6% | -41.8% | -1.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling